9:05AM Chair s Welcome Address Rob Lynch, Independent Consultant

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Lester Stephens
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1 Conference Day 1: November 29 th, :00AM Welcome Address - Summit for Performance, Risk & Attribution (SUPRA) Jonathan Wiser, Director, Osney Media 9:05AM Chair s Welcome Address 9:15AM Tackling Cultural Challenges within Your Business Tackling the issue of resistance from old to new methods and practices within your own team How can performance & risk leaders change behaviours and bad practice within their team? What can businesses do to ensure that performance and risk is treated as a valuable enterprise by all? Alain Robert-Dautun, Head of Risk Management, Sycomore Asset Management 10:00AM Panel Discussion: Educating Your Client: Achieving Enhanced Understanding of the Investment Process How do you interact with your clients? (E.g. Directly? Through your client service team?) Why is there an increasing demand for educating clients on performance and risk assessment? What has driven the need for enhanced transparency with your investors? In what way could new technology (e.g. artificial intelligence) enable clients to become more involved & informed in relation to the investment process? Mark Smith, Head of Investment Information, EMEA, BNY Mellon Steve Boreham, Independent Consultant James Neill, Director, Citi 10:30AM Networking and Refreshment Break the opening sessions with your peers. 11:15AM Case Study: Out with the Old, In with the New: Decommissioning, Implementing & Consolidating Your Systems What factors drive the decisions to decommission an old system or implement a new one? Combating the main challenges behind decommissioning long-term legacy systems for replacement What can be done to ensure a smooth changeover from old to new? Consolidating your systems from multiple to fewer or single, for a simplified solution Identifying a solution to cover portfolio construction, ex ante risk analysis and ex post performance attribution, and everything you need Kevin Telfer, Head of Performance & Risk, Kames Capital

2 12:00PM A Strategic Framework for Performance and Risk Strategic imperatives for asset managers Contribution to assets under management Performance and Risk cost management Contribution to managing earnings volatility How to step back and contribute to the overall mission Lindsey Matthews, Senior Advisor, StatPro 12:30PM Interactive Summary Discussion Groups from Morning Sessions Attendees will be brought together to discuss the sessions that have taken place so far today and reflect on the key takeaways and lessons learned for the following: Topic 1: Tackling Cultural Challenges within your Business Topic 2: Educating Your Client: Achieving Enhanced Understanding of the Investment Process Topic 3: Decommissioning, Implementing & Consolidating Your Systems Topic 4: A Strategic Framework for Performance & Risk 1:00PM Networking Lunch Spend this time at the buffet lunch meeting the exhibitors, taking part in one-to-one meetings and discussing the morning s sessions with your peers. 2:15PM Fireside Chat: The Regulatory Landscape & Impact on Performance & Risk MiFID II & PRIIPs how prepared is your firm ahead of January 2018? Coping with resource drain from regulatory requirements in performance & risk What support are you able to offer your regulatory reporting and compliance teams? The regulatory impact on calculating trading costs EU Benchmark Regulation, Solvency II, EMIR and more what other directives are stealing your focus? Ashan Ramakrishnan, Head of Investment Risk & SIRO, BNY Mellon Investments Management EMEA 2:50PM How to Master Performance Analyses of Complex Investment Strategies How to evaluate complex investment strategies characterized by multi-asset, multi-currency portfolios including overlay programs? Get practical handles and strategic insights on how decision based attribution helps to be in control of investment processes. Bas Leerink, Sr. Business Specialist Investment Performance, Ortec Finance 3:20PM Product Demonstration: Sylvan 7 Ian Searle, Global Head of Product for Anova Performance & Attribution, SS&C Technologies

3 3:30PM Networking and Refreshment Break the afternoon sessions with your peers. 4:10PM Panel Discussion: Fixed Income Performance Attribution - Factor-Based vs Sector Based What are the next steps for the industry in FI performance attribution? The pros and cons for the use of both factor based and sector based models Coping with the data-intense demands of a factor-based model How can a hybrid model be implemented and utilized effectively? Is a returns-based model a solution? Pat Reilly, CFA, Vice President - Fixed Income Analytics, FactSet Matthew Lavers, CFA, Fixed Income Attribution, BlueBay Asset Management Steve Boreham, Independent Consultant 4:55PM Chair s Closing Remarks Day 1 5:30PM Networking Drinks & Canapés After the day s sessions have come to an end, continue making new connections and discuss the day s proceedings over drinks and canapés. Conference Day 2: November 30 th, :15AM Chair s Welcome Address Your Chair for the day will introduce him/herself to the delegates at the summit and present an overview of the ilk of sessions and speakers to follow. 9:20AM Understanding Investment Flows and Endogenous Market Risk What is endogenous market risk? The behavior of systematic and discrete investors What investment flow analytics tell about the market Measuring and forecasting endogenous market risk Incorporating insights into the investment process Sven Schoemer, Quantitative Analyst & Portfolio Manager, Union Investment

4 10:05AM Under Pressure A Reflection of the Performance World FactSet has spoken to 100+ Head of Performance across the US, Europe and Asia about workflows, technologies and teams and has uncovered where the performance industry is heading and what s is the reason for change. Join Dean McIntyre, Director of Performance Strategy at FactSet, for a deep dive into the key-takeaways of this research and discuss how to move from an go-between transaction processor model to a strategic business partner model by reshaping the performance function. Dean McIntyre, Director, Analytics Product Strategy, FactSet 10:35AM Networking and Refreshment Break the morning s sessions with your peers. 11:15AM Panel Discussion: Best Methods for Asset Allocation in the Current Financial Environment How have your asset allocation strategies developed in recent years? Best practice for maintaining an effective relationship with portfolio managers and other stakeholders What new strategies have you implemented for asset allocation in the current financial environment? How have technological developments enabled greater success when it comes to asset allocation? Not-so alternative assets: are diverse portfolios and alternative assets becoming increasingly popular with investors? Is alternative asset allocation sensible in the current environment? Pascal Traccucci, Chief Risk Officer, La Francaise Enrico Massignani, Head of Risk Management, EMEA, Generali Investments 11:50PM Deep-Dive Discussion Groups: Best Methods for Asset Allocation The panellists will join you in forming roundtable discussion groups, which will provide the opportunity to delve into the key challenges around asset allocation yourselves, and discuss these indepth with your industry peers. Summaries from each group will be presented at the end. 12:15 PM 360 Feedback Panel: Best Methods for Asset Allocation in the Current Financial Environment The panellists will regroup to provide summaries from each discussion group. Pascal Traccucci, Chief Risk Officer, La Francaise Enrico Massignani, Head of Risk Management, EMEA, Generali Investments

5 12:30PM Fireside Chat: Tailoring Fixed Income Performance Attribution to Investment Strategies Ensuing alignment with investment decisions The role of visualization Focus on credit management Simple insights from complex strategies Nick Sharp, Executive Director, Product Manager, MSCI Inc. 1:00PM Networking Lunch Spend this time at the buffet lunch meeting the exhibitors, taking part in one-to-one meetings and discussing key topics with your peers 2:00PM Performance Reporting for ESG Strategies Roger Dayala, Managing Director, Hedge Funds & Commodities, Anthos Amsterdam 2:30PM Fireside Chat: Ex-Ante vs Ex-Post - Perfecting Your Risk-Based Performance Attribution Model An ex-ante approach: what tools and methods are you using to measure risk attribution? Setting up a framework across your team: challenges and difficulties What scenario analysis are you using for your risk attribution? How can multi-factor models offer a more flexible attribution solution? How is current market unpredictability affecting the performance of your risk attribution? Wojciech Jachimiak, Chief Risk Officer, Skarbiec TFI Heads & Global Heads Focus Groups: This is a closed session for the most senior attendees, restricted by seniority. The agenda will be formulated by participants prior to the conference, compiled of the greatest challenges currently being faced. In the spirit of open and honest discussion, the focus groups will be under Chatham House Rule; additionally, there will be no media or vendors in the room to ensure candid conversations. 3:15PM Networking and Refreshment Break the afternoon sessions with your peers

6 3:45PM Interactive Brainstorming Groups Session One Attendees will be brought together to discuss news, views and recent trends after the brainstorming groups, attendees will feedback the thoughts of their group to the rest of the conference participants Topic 1: The Client Experience - How Can Performance & Risk Teams Help the Middle Office Deliver? Topic 2: Best Practice for Calculating Performance Fees Topic 3: Combating Challenges with Multi- Currency in Performance Attribution GIPS forum This is a closed session for those attendees who deal with GIPS within their organisations. The agenda will be devised pre-event and will include the top issues/challenges that have been submitted by participants. Agenda points will be discussed amongst participants and this will be facilitated. Throughout the forum the group will decide on areas where CFA Institute clarification is needed/grievances are felt amongst the participants. Facilitators include: Anthony Howland, Founder, The Freedom Index Paul Blandford, Managing Director, ACA Performance (Europe) Limited Iain McAra, Director, Global Investment Performance Standards, EMEA Region, CFA Institute 4:45PM Chair s Takeaways from the Summit for Performance, Risk & Attribution 2017 Your chair will highlight the key takeaways and core learnings from the day, as well as challenging you to a) consider the challenges that lie ahead and b) predict what the key takeaways at SUPRA 2018 could be. 4:50PM Close of Conference

MORNING KEYNOTE RISK & PERFORMANCE FORUM

MORNING KEYNOTE RISK & PERFORMANCE FORUM MORNING KEYNOTE For the opening keynote, you will be in the company of all TSAM London attendees. This includes all participants from Technology & Operational Strategy, Client Reporting & Communications